Odds algorithm: Difference between revisions

Revision as of 22:24, 23 February 2009

Revision as of 22:30, 23 February 2009

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==Source==

The odds algorithm is due to [[[F. Thomas Bruss]] (2000) who coined this name. It is also known under the name Bruss-algorithm (strategy). A few free implementations can be found on the web.

==Applications==

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== References ==

* [[F. Thomas Bruss ]]:'' Sum the Odds to One and Stop'', [[Annals of Probability]] Vol. 28, 1384–1391 (2000).

* —'' A note on Bounds for the Odds-Theorem of Optimal Stopping'', [[Annals of Probability]] Vol. 31, 1859–1862, (2003).

* —'' The art of a right decision.'' Newsletter of the [[European Mathematical Society ]], Issue 62, 14–20, (2006).

*[[ T.S. Ferguson ]]: (2008, unpublished)

* Mitsushi Tamaki:''Optimal Stopping on Trajectories and the Ballot Problem'', [[Journal of Applied Probability]] Vol. 38, 946–959 (2001).

* Shoo-Ren Hsiao and Jiing-Ru. Yang: ''Selecting the Last Success in Markov-Dependent Trials'', [[Journal of Applied Probability]], Vol. 93, 271–281, (2002.)